The Stationary Marginal Distribution of a Threshold AR(1) Process (Q4828172)

From MaRDI portal
scientific article; zbMATH DE number 2118734
Language Label Description Also known as
English
The Stationary Marginal Distribution of a Threshold AR(1) Process
scientific article; zbMATH DE number 2118734

    Statements

    The Stationary Marginal Distribution of a Threshold AR(1) Process (English)
    0 references
    0 references
    24 November 2004
    0 references
    stationary marginal distribution
    0 references
    threshold AR(1) process
    0 references
    nonlinear autoregressive models
    0 references
    Frobenius-Perron operator
    0 references
    invariant measures
    0 references

    Identifiers